+166.4%
IWM vs XLY
+220.9%
-54.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | -2.4% | -1.7% | -0.7% | -1.0% |
| 30D | -4.6% | -4.2% | -0.4% | -1.2% |
| 3M | -0.3% | -2.7% | +2.4% | +1.4% |
| 6M | +14.7% | -0.6% | +15.4% | +14.5% |
| YTD | +17.8% | -5.0% | +22.9% | +22.1% |
| 1Y | +21.2% | -4.1% | +25.3% | +24.3% |
| 3Y | +62.3% | +33.6% | +28.7% | +23.5% |
| 5Y | +38.7% | +28.7% | +10.0% | +6.6% |
| All | +166.4% | +220.9% | -54.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling